+164.3%
EWY vs XOM
+46.4%
+117.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +3.8% |
| 7D | +4.8% | +1.8% | +3.1% | +5.7% |
| 30D | +11.7% | +5.9% | +5.8% | +14.6% |
| 3M | -7.4% | +5.6% | -13.0% | -3.4% |
| 6M | +40.6% | +7.9% | +32.7% | +43.2% |
| YTD | +94.3% | +35.2% | +59.1% | +91.4% |
| 1Y | +164.3% | +46.0% | +118.3% | +160.9% |
| All | +164.3% | +46.4% | +117.9% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling